sarma_objdesc {wv}

Create the ts.model obj.desc given split values

Description

Computes the total phi and total theta vector length.

Usage

sarma_objdesc(ar, ma, sar, sma, s, i, si)

Arguments

ar

A vec containing the non-seasonal phi parameters.

ma

A vec containing the non-seasonal theta parameters.

sar

A vec containing the seasonal phi parameters.

sma

A vec containing the seasonal theta parameters.

s

An unsigned integer containing the frequency of seasonality.

i

An unsigned integer containing the number of non-seasonal differences.

si

An unsigned integer containing the number of seasonal differences.

Value

A vec with rows:

np

Number of Non-Seasonal AR Terms

nq

Number of Non-Seasonal MA Terms

nsp

Number of Seasonal AR Terms

nsq

Number of Seasonal MA Terms

nsigma

Number of Variances (always 1)

s

Season Value

i

Number of non-seasonal differences

si

Number of Seasonal Differences